2Y Treasury vs Federal Funds Rate — Compare on Scrolld®
Compare 2Y Treasury and Federal Funds Rate side by side on Scrolld with a Pearson correlation computed over their shared observation window.
Correlation
2Y Treasury and Federal Funds Rate moved with a Pearson correlation of +0.3039 on monthly percentage-point changes.
Computed on 603 common months, 1976-06-30 to 2026-08-31.
Aligned by calendar month using the last available observation in each month.
Market Yield on U.S. Treasury Securities at 2-Year Constant Maturity, Quoted on an Investment Basis — historical observations
12,579 observations from 1976-06-01 to 2026-09-29. Frequency: daily.
Statistics over the available window
Latest recorded value: 4.89% on . Minimum: 0.09%. Maximum: 16.95%. Arithmetic mean: 4.9523%. Observation count: 12,579. First date: . Last date: .
1-month change: 0.55% (12.67%), from 4.34% on to 4.89% on .
1-year change: 1.26% (34.71%), from 3.63% on to 4.89% on .
| Observation date | Recorded value |
|---|---|
| 4.89% | |
| 4.92% | |
| 4.81% | |
| 4.87% | |
| 4.85% | |
| 4.71% | |
| 4.76% | |
| 4.76% | |
| 4.67% | |
| 4.74% | |
| 4.67% | |
| 4.65% | |
| 4.63% | |
| 4.56% | |
| 4.43% | |
| 4.39% | |
| 4.37% | |
| 4.34% | |
| 4.39% | |
| 4.39% | |
| 4.34% | |
| 4.34% | |
| 4.2% | |
| 4.19% |
Federal Funds Effective Rate — historical observations
866 observations from 1954-07-01 to 2026-08-01. Frequency: monthly.
Statistics over the available window
Latest recorded value: 3.63% on . Minimum: 0.05%. Maximum: 19.1%. Arithmetic mean: 4.5948%. Observation count: 866. First date: . Last date: .
1-month change: 0% (0.00%), from 3.63% on to 3.63% on .
1-year change: -0.7% (-16.17%), from 4.33% on to 3.63% on .
| Observation date | Recorded value |
|---|---|
| 3.63% | |
| 3.63% | |
| 3.63% | |
| 3.63% | |
| 3.64% | |
| 3.64% | |
| 3.64% | |
| 3.64% | |
| 3.72% | |
| 3.88% | |
| 4.09% | |
| 4.22% | |
| 4.33% | |
| 4.33% | |
| 4.33% | |
| 4.33% | |
| 4.33% | |
| 4.33% | |
| 4.33% | |
| 4.33% | |
| 4.48% | |
| 4.64% | |
| 4.83% | |
| 5.13% |
The pages behind this comparison
Related comparisons
- 10Y Treasury vs 2Y Treasury
Compare 10Y Treasury and 2Y Treasury: historical observations and correlation over their shared window.
- 10Y Treasury vs Federal Funds Rate
Compare 10Y Treasury and Federal Funds Rate: historical observations and correlation over their shared window.
Reports using this data
- Ten-year and two-year Treasury yields
These are the two legs of the Treasury curve.